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Solving Stochastic Differential Equations with Jump-Diffusion Efficiently: Applications to FPT Problems in Credit Risk

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Zhang, Di, Melnik, Roderick V. N.
Natura:	Preprint
Pubblicazione:	2007
Soggetti:	Computational Engineering, Finance, and Science Numerical Analysis
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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